+71.5%
EXPD vs TCOM
+30.2%
+41.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.5% | -2.3% |
| 7D | -7.2% | +12.1% | -19.2% | -7.8% |
| 30D | -3.3% | +16.5% | -19.8% | -4.2% |
| 3M | +3.4% | -4.0% | +7.4% | +3.6% |
| 6M | +22.7% | -18.5% | +41.2% | +24.4% |
| YTD | +24.5% | -38.3% | +62.8% | +28.4% |
| 1Y | +38.6% | -36.6% | +75.3% | +42.7% |
| 3Y | +71.5% | +31.1% | +40.4% | +71.8% |
| All | +71.5% | +30.2% | +41.3% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling